One vertex per element, one color per generator, with an edge from x to x·s.
(2,6)(3,4)(9,10,12,14)(11,13,15,16)(17,18,21,24)(19,22,23,20)(25,26,30,31)(27,28,32,35)(29,33,38,39)(34,36,37,40)(2,6)(7,8)(17,19,21,23)(18,22,24,20)(26,31)(28,35)(33,39)(36,40)(1,2)(3,7)(4,8)(5,6)(9,10)(11,13)(12,14)(15,16)(17,18)(19,22)(20,23)(21,24)(25,27,30,32)(26,28,31,35)(29,37,38,34)(33,40,39,36)(1,3,5,4)(2,7,6,8)(9,11,12,15)(10,13,14,16)(17,20,21,22)(18,23,24,19)(25,28)(26,32)(27,31)(29,36)(30,35)(33,37)(34,39)(38,40)(1,4,5,3)(2,8,6,7)(25,29)(26,33)(27,34)(28,36)(30,38)(31,39)(32,37)(35,40)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.